+316.4%
CFG vs SBAC
+90.7%
+225.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +1.1% | +11.2% | -10.1% | -1.8% |
| 3M | -12.0% | +4.5% | -16.4% | -13.2% |
| 6M | -2.2% | -12.2% | +9.9% | +0.4% |
| YTD | +11.4% | -0.1% | +11.5% | +9.3% |
| 1Y | +27.8% | -0.3% | +28.1% | +25.5% |
| 3Y | +173.3% | -8.7% | +182.0% | +168.9% |
| 5Y | +62.4% | -40.2% | +102.6% | +78.2% |
| 10Y | +249.6% | +97.3% | +152.2% | +170.9% |
| All | +316.4% | +90.7% | +225.7% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling